Developer

Join a professional team of software developers supporting the operations of a successful hedge fund business. Work includes projects related to intraday and end of day pricing of OTC instruments, Risk analysis, and P&L calculation. Project length and complexity can range from a few hours to several months.

• Implementation and unit testing for pricing and analytics subsystems
• Collaborate with other developers on larger projects
• Diagnose and resolve issues with existing pricing and risk systems

• Minimum of 1 year experience as a Java and/or Python developer, Java preferred
• Excellent communication skills and ability to operate autonomously as needed
• Previous experience developing pricing and P&L systems
• Strong programming, profiling and debugging skills
• Strong academic background with a Bachelor or Masters degree in Computer Science

• Experience with portfolio analysis and risk analysis is a plus
• Knowledge of option, fixed income, and/or other derivative pricing models and risk management concepts such as VaR, scenario analysis and stress testing is a plus
• Familiarity with Object Oriented Analysis and Design
• Experience with relational and/or NoSQL databases